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Hedge Fund Vantage Point Buys Dollar, Japan Stocks in Trump Bet

(Bloomberg)

(Bloomberg) -- Hedge fund Vantage Point Asset Management is boosting exposure to Japanese stocks and the dollar, betting on a big win for Donald Trump in next week’s US presidential election.

The twin trades are based on the idea that a second term for Trump, who favors lower taxes, would support global growth and keep inflation elevated, according to Nick Ferres, the Singapore-based firm’s chief investment officer. Higher Treasury yields would then bolster the greenback and weaken the yen, a dynamic that typically underpins Japanese stocks given the country’s export-oriented economy.

“It’s going to be a landslide,” Ferres said, referring to a potential Trump victory. He cited betting odds that favor the former president’s re-election, recent data on voter registrations, and market signals including higher bond yields, a stronger dollar and outperformance by bank stocks.

The recent increase in Treasury yields reflects “inflation expectations but also growth,” Ferres said. “The re-acceleration of inflation means a higher path of rates and that would be a challenge for next year,” he added. “That means the Fed may not cut further.”

Yields on benchmark 10-year US government bonds have risen 39 basis points this year, with the Bloomberg dollar index gaining 4%. In Japan, the yen has depreciated 7.8% against the greenback, while the Topix stock index has risen 13%.   

Vantage Point has around 15% of its flagship Asia fund in a basket of Japanese shares that it has scaled up in the past few weeks and a further 15% in the dollar-yen exchange rate, according to Ferres. The hedge fund currently has $1.5 billion worth of assets under management, he said. 

The Japanese currency started the year around 140 per dollar and has since slumped to around 153. “It probably goes back through 160 and could go to 200,” Ferres said.

Vantage Point’s flagship fund is up 20% year-to-date on a gross, unaudited basis, Ferres said. While the fund adopts an absolute return strategy and doesn’t track any benchmark, it has outpaced the MSCI Emerging Markets Index by around 50% in the past three years, he added.

Ferres downplayed Trump’s threat to impose high tariffs on China, saying it will likely be used as a negotiating tool to manage the bilateral relations.

As a barometer of global growth, Japanese shares could benefit should the world economy gain steam under Trump, he added.

“Japan has the highest beta to industrial production than any market other than Korea,” he said, referring to a measure of Japanese stocks’ correlations with swings in global economic activity. “The Japanese equity exposure makes sense. Under Trump it would do even better, but it wouldn’t be hurt under a Harris win.”

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